-39.1%
JOBY vs EWT
+244.0%
-283.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | -0.7% |
| 7D | -5.2% | -1.1% | -4.1% | -4.1% |
| 30D | -19.7% | +4.5% | -24.2% | -23.6% |
| 3M | -31.7% | +8.3% | -40.0% | -37.8% |
| 6M | -37.5% | +54.2% | -91.8% | -61.2% |
| YTD | -51.6% | +74.6% | -126.2% | -73.7% |
| 1Y | -53.3% | +84.9% | -138.2% | -76.1% |
| 3Y | -12.2% | +197.5% | -209.8% | -74.2% |
| 5Y | -31.3% | +150.6% | -181.9% | -75.8% |
| All | -39.1% | +244.0% | -283.2% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling